| Title:
|
An active set strategy based on the multiplier function or the gradient (English) |
| Author:
|
Sun, Li |
| Author:
|
Fang, Liang |
| Author:
|
He, Guoping |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
55 |
| Issue:
|
4 |
| Year:
|
2010 |
| Pages:
|
291-304 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. As the special structure of the bound constrained problem, a simple rule is used for updating the multipliers. Numerical results show that the active set identification strategy is practical and efficient. (English) |
| Keyword:
|
active set |
| Keyword:
|
bound constraints |
| Keyword:
|
large scale problem |
| MSC:
|
90C06 |
| MSC:
|
90C30 |
| idZBL:
|
Zbl 1224.90176 |
| idMR:
|
MR2737938 |
| DOI:
|
10.1007/s10492-010-0022-8 |
| . |
| Date available:
|
2010-07-20T13:49:45Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140401 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
